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AXS - Axis Capital Holdings
Implied Volatility Analysis

Implied Volatility:
64.0%

Axis Capital Holdings has an Implied Volatility (IV) of 64.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AXS is 54 and the Implied Volatility Percentile (IVP) is 95. The current Implied Volatility Index for AXS is 2.25 standard deviations away from its 1 year mean.

Market Cap$4.22B
Dividend Yield3.40% ($1.69)
Next Earnings Date10/26/2022 (27d)
Next Dividend Date9/30/2022 (1d) !
Implied Volatility (IV) 30d
64.03
Implied Volatility Rank (IVR) 1y
53.69
Implied Volatility Percentile (IVP) 1y
94.80
Historical Volatility (HV) 30d
25.69
IV / HV
2.49
Open Interest
294.00

Data was calculated after the 9/28/2022 closing.

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